When you get an android, you get quirks in the OS. The nature of using an open source OS is that it gets heavily modified by the phone companies trying to differentiate themselves from one another.
Using Android with Office365 Exchange is sometimes challenging.
If your phone does not automatically find the settings for your email after putting in your email address and password, then you must help it by providing a slightly different format. Set your user name to domain\username. When the phone asks for your server, enter outlook.office365.com. Your user name is going to look redundant: For someone with an email of, for example, [email protected], the user name would be contoso.com\[email protected]. It is an ungainly tag but it works.